IterativeShiftedLinearFamilySolver.h

Go to the documentation of this file.

/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Written (W) 2013 Soumyajit De
 */

#ifndef ITERATIVE_SHIFTED_LINEAR_FAMILY_SOLVER_H_
#define ITERATIVE_SHIFTED_LINEAR_FAMILY_SOLVER_H_

#include <shogun/lib/config.h>
#include <shogun/mathematics/linalg/linsolver/IterativeLinearSolver.h>

namespace shogun
{
template <class T> class SGVector;
template <class T> class CLinearOperator;

template<class T, class ST=T> class CIterativeShiftedLinearFamilySolver : public CIterativeLinearSolver<T, T>
{

public:
    CIterativeShiftedLinearFamilySolver();

    CIterativeShiftedLinearFamilySolver(bool store_residuals);

    virtual ~CIterativeShiftedLinearFamilySolver();

    virtual SGVector<T> solve(CLinearOperator<T>* A, SGVector<T> b) = 0;

    virtual SGVector<ST> solve_shifted_weighted(CLinearOperator<T>* A,
        SGVector<T> b, SGVector<ST> shifts, SGVector<ST> weights) = 0;

    virtual const char* get_name() const
    {
        return "IterativeShiftedLinearFamilySolver";
    }

protected:
    void compute_zeta_sh_new(const SGVector<ST>& zeta_sh_old,
        const SGVector<ST>& zeta_sh_cur, const SGVector<ST>& shifts,
        const T& beta_old, const T& beta_cur, const T& alpha, SGVector<ST>& zeta_sh_new);

    void compute_beta_sh(const SGVector<ST>& zeta_sh_new,
        const SGVector<ST>& zeta_sh_cur, const T& beta_cur, SGVector<ST>& beta_sh);

    void compute_alpha_sh(const SGVector<ST>& zeta_sh_cur,
        const SGVector<ST>& zeta_sh_old, const SGVector<ST>& beta_sh_old,
        const T& beta_old, const T& alpha, SGVector<ST>& alpha_sh);

};

}

#endif // ITERATIVE_SHIFTED_LINEAR_FAMILY_SOLVER_H_